-16.7%
CTSH vs DTE
+31.2%
-47.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.5% |
| 7D | -9.8% | -2.0% | -7.8% | -9.3% |
| 30D | +0.1% | -2.4% | +2.5% | +0.7% |
| 3M | +13.2% | -7.3% | +20.5% | +15.3% |
| 6M | -6.2% | -7.6% | +1.4% | -4.6% |
| YTD | -28.5% | +5.8% | -34.3% | -30.6% |
| 1Y | -13.8% | +2.3% | -16.1% | -15.6% |
| 3Y | -13.7% | +45.0% | -58.7% | -26.6% |
| 5Y | -16.7% | +33.2% | -49.9% | -26.0% |
| All | -16.7% | +31.2% | -47.9% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DTE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling